public void Common_FortsTradingSchedule_ClearingEnd_It_Is_Not_TimeToTrade()
{
DateTime dateTime = new DateTime(2013, 2, 15, 18, 59, 59);
ITradingSchedule tradingSchedule = new FortsTradingSchedule();
Assert.IsFalse(tradingSchedule.ItIsTimeToTrade(dateTime));
}
public void Common_FortsTradingSchedule_After_Clearing_ItIsTimeToTrade()
{
DateTime dateTime = new DateTime(2013, 2, 15, 19, 0, 0);
ITradingSchedule tradingSchedule = new FortsTradingSchedule();
Assert.IsTrue(tradingSchedule.ItIsTimeToTrade(dateTime));
}
public void Common_FortsTradingSchedule_PreClearingBegin_It_Is_Not_TimeToTrade()
{
DateTime dateTime = new DateTime(2013, 2, 15, 14, 0, 0);
ITradingSchedule tradingSchedule = new FortsTradingSchedule();
Assert.IsFalse(tradingSchedule.ItIsTimeToTrade(dateTime));
}
public void Common_FortsTradingSchedule_It_Is_Not_DateToTrade()
{
DateTime dateTime = new DateTime(2013, 2, 16, 11, 0, 0);
ITradingSchedule tradingSchedule = new FortsTradingSchedule();
Assert.IsFalse(tradingSchedule.ItIsTimeToTrade(dateTime));
}
public void Common_FortsTradingSchedule_EndOfSession_It_Is_Not_TimeToTrade()
{
DateTime dateTime = new DateTime(2013, 2, 15, 23, 50, 0);
ITradingSchedule tradingSchedule = new FortsTradingSchedule();
Assert.IsFalse(tradingSchedule.ItIsTimeToTrade(dateTime));
}
public void Common_FortsTradingSchedule_SessionEnd_test()
{
DateTime nowDate = DateTime.Now;
DateTime sessionEnd = new DateTime(nowDate.Year, nowDate.Month, nowDate.Day, 23, 0, 0);
//DateTime sessionEnd = new DateTime(nowDate.Year, nowDate.Month, nowDate.Day, 19, 0, 0);
ITradingSchedule fortsSchedule = new FortsTradingSchedule();
if (nowDate.Hour >= 19)
{
Assert.AreEqual(sessionEnd.AddDays(1), fortsSchedule.SessionEnd);
}
else
{
Assert.AreEqual(sessionEnd, fortsSchedule.SessionEnd);
}
}
public void ByDefault_Order_Expires_At_Midnight()
{
Signal signal = new Signal(this.strategyHeader, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Market, 149000, 0, 0);
Order order = new Order(signal);
Assert.AreEqual(this.strategyHeader.Portfolio, order.Portfolio);
Assert.AreEqual(this.strategyHeader.Symbol, order.Symbol);
Assert.AreEqual(signal.TradeAction, order.TradeAction);
Assert.AreEqual(signal.OrderType, order.OrderType);
Assert.AreEqual(0, order.Price);
Assert.AreEqual(10, order.Amount);
Assert.AreEqual(0, order.Stop);
Assert.AreEqual(signal, order.Signal);
Assert.AreEqual(signal.Id, order.SignalId);
ITradingSchedule tradingSchedule = new FortsTradingSchedule();
Assert.AreEqual(tradingSchedule.SessionEnd, order.ExpirationDate);
}